+1,059.7%
APH vs MLM
+199.9%
+859.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.4% |
| 7D | +5.0% | -2.9% | +7.9% | +6.1% |
| 30D | -3.9% | -6.8% | +2.9% | -1.2% |
| 3M | +13.0% | -11.2% | +24.2% | +17.6% |
| 6M | +25.2% | -21.8% | +47.0% | +37.5% |
| YTD | +22.9% | -17.0% | +39.9% | +31.4% |
| 1Y | +47.8% | -16.4% | +64.2% | +57.0% |
| 3Y | +283.0% | +14.5% | +268.5% | +254.8% |
| 5Y | +349.7% | +41.7% | +307.9% | +278.2% |
| All | +1,059.7% | +199.9% | +859.8% | +632.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling